市川新田三丁目 3级会员
私信
勾搭

了解一下期权的波动率偏斜现象

Learn About Volatility SkewByMark Wolfinger Volatility skew refers to fact that options on the same underlying asset, with different strike prices, but which expire at the same time, have a differ

[查看全部]

美国波动率指数期货的报价曲线处于贴水状态

[h1]译者 王为 [/h1]文中黑字部分为原文,蓝字部分为译文,红字部分为译者注释或补充说明The VIX Futures Curve Is in Backwardationby Tianyin Cheng Backwardation is incredibly uncommon in the VIX[sup][/su

[查看全部]

期权波动率微笑和期权波动率偏斜现象从何而来?

文中参考资料: http://www.optiontradingpedia.com/volatility_smile.htm http://www.theoptionsguide.com/volatility-smile.aspx 在最早的期权定价模型即布莱克—斯克尔斯期权定价模型中,决定期权费高低的因素有

[查看全部]

如何用Excel计算投资组合的历史波动率

Calculate Historical Volatility in Excel This spreadsheet calculates the historical volatility of a stock. It uses returns data automatically downloaded from Yahoo. Historical volatility is the sta

[查看全部]

如何用Excel统计历史波动率

How Do You Calculate Volatility In Excel?by AdamHGrimes I received a question from a reader who asked, “Can you calculate volatility in Excel?” The answ

[查看全部]

了解一下期权的波动率偏斜现象

Learn About Volatility SkewByMark Wolfinger Volatility skew refers to fact that options on the same underlying asset, with different strike prices, but which expire at the same time, have a differ

[查看全部]

美国波动率指数期货的报价曲线处于贴水状态

[h1]译者 王为 [/h1]文中黑字部分为原文,蓝字部分为译文,红字部分为译者注释或补充说明The VIX Futures Curve Is in Backwardationby Tianyin Cheng Backwardation is incredibly uncommon in the VIX[sup][/su

[查看全部]

如何用Excel统计历史波动率

How Do You Calculate Volatility In Excel?by AdamHGrimes I received a question from a reader who asked, “Can you calculate volatility in Excel?” The answ

[查看全部]
123下一页

个人资料

未知领域 来自火星

https://www.optbbs.com/?1146659

这家伙很懒,什么都没有留

...

给TA的留言

返回顶部